+135.2%
B vs MLM
+30.6%
+104.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.8% |
| 7D | +4.3% | -1.2% | +5.5% | +4.6% |
| 30D | -0.9% | +7.9% | -8.9% | -2.8% |
| 3M | -1.4% | -4.5% | +3.1% | -0.5% |
| 6M | +5.0% | -12.6% | +17.7% | +7.9% |
| YTD | -5.8% | -14.9% | +9.0% | -2.9% |
| 1Y | +25.6% | -13.1% | +38.7% | +29.1% |
| 3Y | +161.6% | +21.2% | +140.4% | +150.6% |
| 5Y | +135.2% | +32.0% | +103.2% | +112.1% |
| All | +135.2% | +30.6% | +104.6% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling